Play video from SAMBA share on Android--Any shared volume from Linux or Windows
ES File explorer also solves this and prompts for which app to use if the file type is unknown. Hence ES File explorer is a better solution.
If you are interested, I am using ES File Explorer to connect to an old MS Media Center 2005 (MCE). The files are encoded using an MS variant of MPG with an extension of .dvr-ms MX Player does a great job of playing these files with no errors
An alternative app you can use on android is File Manager HD by Rhythm Software (https://play.google.com/store/apps/details?id=com.rhmsoft.fm.hd&hl=en). I find that it does a better job of actual streaming rather than other alternatives downloading the file to your device.
On Android 4.2, it is working streaming over SMB to VLC for Android (https://play.google.com/store/apps/details?id=org.videolan.vlc.betav7neon) and MX Player (https://play.google.com/store/apps/details?id=com.mxtech.videoplayer.ad).
You should be able to see all shared files over SMB so long as you set the connection up properly in File Manager HD.
Kodi (previously called XBMC) has an Android port with SMB support.